maxLik: a package for maximum likelihood estimation in R

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

maxLik : a package for maximum likelihood estimation in R. / Henningsen, Arne; Toomet, Ott.

In: Computational Statistics, Vol. 26, No. 3, 2011, p. 443-458.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Henningsen, A & Toomet, O 2011, 'maxLik: a package for maximum likelihood estimation in R', Computational Statistics, vol. 26, no. 3, pp. 443-458. https://doi.org/10.1007/s00180-010-0217-1

APA

Henningsen, A., & Toomet, O. (2011). maxLik: a package for maximum likelihood estimation in R. Computational Statistics, 26(3), 443-458. https://doi.org/10.1007/s00180-010-0217-1

Vancouver

Henningsen A, Toomet O. maxLik: a package for maximum likelihood estimation in R. Computational Statistics. 2011;26(3):443-458. https://doi.org/10.1007/s00180-010-0217-1

Author

Henningsen, Arne ; Toomet, Ott. / maxLik : a package for maximum likelihood estimation in R. In: Computational Statistics. 2011 ; Vol. 26, No. 3. pp. 443-458.

Bibtex

@article{7e63dfbb06284894ab652854a58ea7f7,
title = "maxLik: a package for maximum likelihood estimation in R",
abstract = "This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced features of the optimization algorithms, such as forcing the value of a particular parameter to be fixed, are also supported.",
author = "Arne Henningsen and Ott Toomet",
year = "2011",
doi = "10.1007/s00180-010-0217-1",
language = "English",
volume = "26",
pages = "443--458",
journal = "Computational Statistics",
issn = "0943-4062",
publisher = "Springer",
number = "3",

}

RIS

TY - JOUR

T1 - maxLik

T2 - a package for maximum likelihood estimation in R

AU - Henningsen, Arne

AU - Toomet, Ott

PY - 2011

Y1 - 2011

N2 - This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced features of the optimization algorithms, such as forcing the value of a particular parameter to be fixed, are also supported.

AB - This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced features of the optimization algorithms, such as forcing the value of a particular parameter to be fixed, are also supported.

U2 - 10.1007/s00180-010-0217-1

DO - 10.1007/s00180-010-0217-1

M3 - Journal article

VL - 26

SP - 443

EP - 458

JO - Computational Statistics

JF - Computational Statistics

SN - 0943-4062

IS - 3

ER -

ID: 34286986